+226.9%
TCOM vs BTG
+385.9%
-158.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | -10.2% | +2.4% | -12.6% | -10.4% |
| 30D | -16.8% | +9.5% | -26.3% | -17.5% |
| 3M | -16.7% | +38.5% | -55.2% | -19.3% |
| 6M | -27.1% | +5.6% | -32.7% | -28.0% |
| YTD | -45.5% | +23.9% | -69.4% | -47.1% |
| 1Y | -45.9% | +32.1% | -78.0% | -48.0% |
| 3Y | +9.8% | +103.2% | -93.4% | +0.6% |
| 5Y | +23.8% | +79.7% | -55.9% | +13.8% |
| 10Y | -10.8% | +159.1% | -169.9% | -23.8% |
| All | +226.9% | +385.9% | -158.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling